-20.0%
POET vs LH
+469.8%
-489.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.6% | -3.3% |
| 7D | +9.7% | -3.2% | +12.9% | +11.1% |
| 30D | -6.5% | +0.1% | -6.7% | -6.7% |
| 3M | -25.7% | +18.6% | -44.4% | -31.0% |
| 6M | +19.6% | +17.9% | +1.6% | +10.7% |
| YTD | +26.4% | +28.9% | -2.6% | +12.3% |
| 1Y | +50.1% | +16.6% | +33.5% | +39.0% |
| 3Y | +127.9% | +63.6% | +64.4% | +83.6% |
| 5Y | -5.9% | +30.0% | -35.9% | -18.9% |
| 10Y | +31.1% | +191.9% | -160.8% | -21.3% |
| All | -20.0% | +469.8% | -489.8% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling